+43.2%
TER vs PAAS
+24.3%
+18.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +8.4% | -15.2% | -10.5% |
| 7D | -19.9% | -1.1% | -18.8% | -19.6% |
| 30D | -43.5% | -8.5% | -35.1% | -41.3% |
| 3M | -37.8% | -7.3% | -30.5% | -36.7% |
| 6M | -25.6% | -18.3% | -7.3% | -19.9% |
| YTD | +29.8% | -19.2% | +49.0% | +39.6% |
| 1Y | +43.2% | +26.1% | +17.0% | +28.4% |
| All | +43.2% | +24.3% | +18.9% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PAAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling